Backward error analysis of specified eigenpairs for sparse matrix polynomials

This article studies the unstructured and structured backward error analysis of specified eigenpairs for matrix polynomials. The structures we discuss include $T$-symmetric, $T$-skew-symmetric, Hermitian, skew Hermitian, $T$-even, $T$-odd, $H$-even, $H$-odd, $T$-palindromic, $T$-anti-palindromic, $H$-palindromic, and $H$-anti-palindromic matrix polynomials. Minimally structured perturbations are constructed with respect to Frobenius norm such that specified eigenpairs become exact eigenpairs of an appropriately perturbed matrix polynomial that also preserves sparsity. Further, we have used our results to solve various quadratic inverse eigenvalue problems that arise from real-life applications.     

Multicolor low‐rank preconditioner for general sparse linear systems

This article presents a multilevel parallel preconditioning technique for solving general large sparse linear systems of equations. Subdomain coloring is invoked to reorder the coefficient matrix by multicoloring the adjacency graph of the subdomains, resulting in a two‐level block diagonal structure. A full binary tree structure $\mathrm{??}$ is then built to facilitate the construction of the preconditioner. A key property that is exploited is the observation that the difference between the inverse of the original matrix and that of its block diagonal approximation is often well approximated by a low‐rank matrix. This property and the block diagonal structure of the reordered matrix lead to a multicolor low‐rank (MCLR) preconditioner. The construction procedure of the MCLR preconditioner follows a bottom‐up traversal of the tree $\mathrm{??}$. All irregular matrix computations, such as ILU factorizations and related triangular solves, are restricted to leaf nodes where these operations can be performed independently. Computations in nonleaf nodes only involve easy‐to‐optimize dense matrix operations. In order to further reduce the number of iteration of the Preconditioned Krylov subspace procedure, we combine MCLR with a few classical block‐relaxation techniques. Numerical experiments on various test problems are proposed to illustrate the robustness and efficiency of the proposed approach for solving large sparse symmetric and nonsymmetric linear systems.     

Recovering orthogonal tensors under arbitrarily strong,but locally correlated,noise

We consider the problem of recovering an orthogonally decomposable tensor with a subset of elements distorted by noise with arbitrarily large magnitude. We focus on the particular case where each mode in the decomposition is corrupted by noise vectors with components that are correlated locally, that is, with nearby components. We show that this deterministic tensor completion problem has the unusual property that it can be solved in polynomial time if the rank of the tensor is sufficiently large. This is the polar opposite of the low-rank assumptions of typical low-rank tensor and matrix completion settings. We show that our problem can be solved through a system of coupled Sylvester-like equations and show how to accelerate their solution by an alternating solver. This enables recovery even with a substantial number of missing entries, for instance for $n$-dimensional tensors of rank $n$ with up to $40\%$ missing entries.     

Spectral condition‐number estimation of large sparse matrices

We describe a randomized Krylov‐subspace method for estimating the spectral condition number of a real matrix A or indicating that it is numerically rank deficient. The main difficulty in estimating the condition number is the estimation of the smallest singular value ${\sigma }_{\min }$ of A. Our method estimates this value by solving a consistent linear least squares problem with a known solution using a specific Krylov‐subspace method called LSQR. In this method, the forward error tends to concentrate in the direction of a right singular vector corresponding to ${\sigma }_{\min }$. Extensive experiments show that the method is able to estimate well the condition number of a wide array of matrices. It can sometimes estimate the condition number when running dense singular value decomposition would be impractical due to the computational cost or the memory requirements. The method uses very little memory (it inherits this property from LSQR), and it works equally well on square and rectangular matrices.     

A locally and cubically convergent algorithm for computing 𝒵‐eigenpairs of symmetric tensors

This paper is concerned with computing $\mathrm{??}$‐eigenpairs of symmetric tensors. We first show that computing $\mathrm{??}$‐eigenpairs of a symmetric tensor is equivalent to finding the nonzero solutions of a nonlinear system of equations, and then propose a modified normalized Newton method (MNNM) for it. Our proposed MNNM method is proved to be locally and cubically convergent under some suitable conditions, which greatly improves the Newton correction method and the orthogonal Newton correction method recently provided by Jaffe, Weiss and Nadler since these two methods only enjoy a quadratic rate of convergence. As an application, the unitary symmetric eigenpairs of a complex‐valued symmetric tensor arising from the computation of quantum entanglement in quantum physics are calculated by the MNNM method. Some numerical results are presented to illustrate the efficiency and effectiveness of our method.     

A parameterized extended shift-splitting preconditioner for nonsymmetric saddle point problems

In this article, a parameterized extended shift-splitting (PESS) method and its induced preconditioner are given for solving nonsingular and nonsymmetric saddle point problems with nonsymmetric positive definite (1,1) part. The convergence analysis of the $PESS$ iteration method is discussed. The distribution of eigenvalues of the preconditioned matrix is provided. A number of experiments are given to verify the efficiency of the $PESS$ method for solving nonsymmetric saddle-point problems.     

Semi‐active ℋ∞ damping optimization by adaptive interpolation

In this work we consider the problem of semi‐active damping optimization of mechanical systems with fixed damper positions. Our goal is to compute a damping that is locally optimal with respect to the ${?}_{\infty }$‐norm of the transfer function from the exogenous inputs to the performance outputs. We make use of a new greedy method for computing the ${?}_{\infty }$‐norm of a transfer function based on rational interpolation. In this paper, this approach is adapted to parameter‐dependent transfer functions. The interpolation leads to parametric reduced‐order models that can be optimized more efficiently. At the optimizers we then take new interpolation points to refine the reduced‐order model and to obtain updated optimizers. In our numerical examples we show that this approach normally converges fast and thus can highly accelerate the optimization procedure. Another contribution of this work is heuristics for choosing initial interpolation points.     

Tensor method for optimal control problems constrained by fractional three-dimensional elliptic operator with variable coefficients

We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional two- (2D) and three-dimensional (3D) elliptic operators with variable coefficients. We solve the governing equation for the control function which includes a sum of the fractional operator and its inverse, both discretized over large 3D $n\times n\times n$ spacial grids. Using the diagonalization of the arising matrix-valued functions in the eigenbasis of the one-dimensional Sturm–Liouville operators, we construct the rank-structured tensor approximation with controllable precision for the discretized fractional elliptic operators and the respective preconditioner. The right-hand side in the constraining equation (the optimal design function) is supposed to be represented in a form of a low-rank canonical tensor. Then the equation for the control function is solved in a tensor structured format by using preconditioned CG iteration with the adaptive rank truncation procedure that also ensures the accuracy of calculations, given an $\epsilon$-threshold. This method reduces the numerical cost for solving the control problem to $O(n\log n)$ (plus the quadratic term $O(n^2)$ with a small weight), which outperforms traditional approaches with $O(n^3\log n)$ complexity in the 3D case. The storage for the representation of all 3D nonlocal operators and functions involved is also estimated by $O(n\log n)$. This essentially outperforms the traditional methods operating with fully populated $n^3\times n^3$ matrices and vectors in ${?}^{n^3}$. Numerical tests for 2D/3D control problems indicate the almost linear complexity scaling of the rank truncated preconditioned conjugate gradient iteration in the univariate grid size n.     

Fast solution of three-dimensional elliptic equations with randomly generated jumping coefficients by using tensor-structured preconditioners

In this paper, we propose and analyze the numerical algorithms for fast solution of periodic elliptic problems in random media in ${ℝ}^d$, $d=2,3$. Both the two-dimensional (2D) and three-dimensional (3D) elliptic problems are considered for the jumping equation coefficients built as a checkerboard type configuration of bumps randomly distributed on a large $L\times L$, or $L\times L\times L$ lattice, respectively. The finite element method discretization procedure on a 3D $n\times n\times n$ uniform tensor grid is described in detail, and the Kronecker tensor product approach is proposed for fast generation of the stiffness matrix. We introduce tensor techniques for the construction of the low Kronecker rank spectrally equivalent preconditioner in a periodic setting to be used in the framework of the preconditioned conjugate gradient iteration. The discrete 3D periodic Laplacian pseudo-inverse is first diagonalized in the Fourier basis, and then the diagonal matrix is reshaped into a fully populated third-order tensor of size $n\times n\times n$. The latter is approximated by a low-rank canonical tensor by using the multigrid Tucker-to-canonical tensor transform. As an example, we apply the presented solver in numerical analysis of stochastic homogenization method where the 3D elliptic equation should be solved many hundred times, and where for every random sampling of the equation coefficient one has to construct the new stiffness matrix and the right-hand side. The computational characteristics of the presented solver in terms of a lattice parameter $L$ and the grid-size, $n^d$, in both 2D and 3D cases are illustrated in numerical tests. Our solver can be used in various applications where the elliptic problem should be solved for a number of different coefficients for example, in many-particle dynamics, protein docking problems or stochastic modeling.     

A unified rational Krylov method for elliptic and parabolic fractional diffusion problems

We present a unified framework to efficiently approximate solutions to fractional diffusion problems of stationary and parabolic type. After discretization, we can take the point of view that the solution is obtained by a matrix-vector product of the form $f^{\mathit{\tau }}(L)\mathbf{b}$, where $L$ is the discretization matrix of the spatial operator, $\mathbf{b}$ a prescribed vector, and $f^{\mathit{\tau }}$ a parametric function, such as a fractional power or the Mittag-Leffler function. In the abstract framework of Stieltjes and complete Bernstein functions, to which the functions we are interested in belong to, we apply a rational Krylov method and prove uniform convergence when using poles based on Zolotarëv's minimal deviation problem. The latter are particularly suited for fractional diffusion as they allow for an efficient query of the map $\mathit{\tau }\mapsto f^{\mathit{\tau }}(L)\mathbf{b}$ and do not degenerate as the fractional parameters approach zero. We also present a variety of both novel and existing pole selection strategies for which we develop a computable error certificate. Our numerical experiments comprise a detailed parameter study of space-time fractional diffusion problems and compare the performance of the poles with the ones predicted by our certificate.     

Asymptotics for the eigenvalues of Toeplitz matrices with a symbol having a power singularity

The present work is devoted to the construction of an asymptotic expansion for the eigenvalues of a Toeplitz matrix $T_n(a)$ as $n$ goes to infinity, with a continuous and real-valued symbol $a$ having a power singularity of degree $\gamma$ with , at one point. The resulting matrix is dense and its entries decrease slowly to zero when moving away from the main diagonal, we apply the so called simple-loop (SL) method for constructing and justifying a uniform asymptotic expansion for all the eigenvalues. Note however, that the considered symbol does not fully satisfy the conditions imposed in previous works, but only in a small neighborhood of the singularity point. In the present work: (i) We construct and justify the asymptotic formulas of the SL method for the eigenvalues ${\lambda }_j(T_n(a))$ with $j⩾\epsilon n$, where the eigenvalues are arranged in nondecreasing order and $\epsilon$ is a sufficiently small fixed number. (ii) We show, with the help of numerical calculations, that the obtained formulas give good approximations in the case . (iii) We numerically show that the main term of the asymptotics for eigenvalues with , formally obtained from the formulas of the SL method, coincides with the main term of the asymptotics constructed and justified in the classical works of Widom and Parter.     

Tensor rank bounds and explicit QTT representations for the inverses of circulant matrices

In this paper, we are concerned with the inversion of circulant matrices and their quantized tensor-train (QTT) structure. In particular, we show that the inverse of a complex circulant matrix $A$, generated by the first column of the form ${(a_0,\dots ,a_{m-1},0,\dots ,0,a_{-n},\dots ,a_{-1})}^{\top }$ admits a QTT representation with the QTT ranks bounded by $(m+n)$. Under certain assumptions on the entries of $A$, we also derive an explicit QTT representation of $A^{-1}$. The latter can be used, for instance, to overcome stability issues arising when numerically solving differential equations with periodic boundary conditions in the QTT format.     

Efficient algorithms for computing rank-revealing factorizations on a GPU

Standard rank-revealing factorizations such as the singular value decomposition (SVD) and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms to cast most operations in terms of the Level-3 BLAS. This article presents two alternative algorithms for computing a rank-revealing factorization of the form $\mathsf{A}=\mathsf{U}\mathsf{T}{\mathsf{V}}^{\ast }$, where $\mathsf{U}$ and $\mathsf{V}$ are orthogonal and $\mathsf{T}$ is trapezoidal (or triangular if $\mathsf{A}$ is square). Both algorithms use randomized projection techniques to cast most of the flops in terms of matrix-matrix multiplication, which is exceptionally efficient on the GPU. Numerical experiments illustrate that these algorithms achieve significant acceleration over finely tuned GPU implementations of the SVD while providing low rank approximation errors close to that of the SVD.     

Further Results on the Drazin Inverse of Tensors via Einstein Product

In this paper,we give further results on the Drazin inverse of tensors via the Einstein product.We give a limit formula for the Drazin inverse of tensors.By using this formula,the representations for the Drazin inverse of several block tensor are obtained.Further,we give the Drazin inverse of the sum of two tensors based on the representation for the Drazin inverse of a block tensor.     

Constructing the field of values of decomposable and general matrices using the ZNN based path following method

This paper describes and develops a fast and accurate path following algorithm that computes the field of values boundary curve $\partial F(A)$ for every conceivable complex or real square matrix $A$. It relies on the matrix flow decomposition algorithm that finds a proper block-diagonal flow representation for the associated hermitean matrix flow ${ℱ}_A(t)=\cos (t)H+\sin (t)K$ under unitary similarity if that is possible. Here ${ℱ}_A(t)$ is the 1-parameter-varying linear combination of the real and skew part matrices $H=(A+A^{\ast })/2$ and $K=(A-A^{\ast })/(2i)$ of $A$. For indecomposable matrix flows, ${ℱ}_A(t)$ has just one block and the ZNN based field of values algorithm works with ${ℱ}_A(t)$ directly. For decomposing flows ${ℱ}_A(t)$, the algorithm decomposes the given matrix $A$ unitarily into block-diagonal form $U^{\ast }AU=\text{diag}(A_j)$ with $j>1$ diagonal blocks $A_j$ whose individual sizes add up to the size of $A$. It then computes the field of values boundaries separately for each diagonal block $A_j$ using the path following ZNN eigenvalue method. The convex hull of all sub-fields of values boundary points $\partial F(A_j)$ finally determines the field of values boundary curve correctly for decomposing matrices $A$. The algorithm removes standard restrictions for path following FoV methods that generally cannot deal with decomposing matrices $A$ due to possible eigencurve crossings of ${ℱ}_A(t)$. Tests and numerical comparisons are included. Our ZNN based method is coded for sequential and parallel computations and both versions run very accurately and fast when compared with Johnson's Francis QR eigenvalue and Bendixson rectangle based method and compute global eigenanalyses of ${ℱ}_A(t_k)$ for large discrete sets of angles $t_k\in [0,2\pi ]$ more slowly.     

Data-driven linear complexity low-rank approximation of general kernel matrices: A geometric approach

A general, rectangular kernel matrix may be defined as $K_{ij}=\kappa (x_i,y_j)$ where $\kappa (x,y)$ is a kernel function and where $X={\{x_i\}}_{i=1}^m$ and $Y={\{y_i\}}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank approximation to a kernel matrix where the sets of points $X$ and $Y$ are large and are arbitrarily distributed, such as away from each other, “intermingled”, identical, and so forth. Such rectangular kernel matrices may arise, for example, in Gaussian process regression where $X$ corresponds to the training data and $Y$ corresponds to the test data. In this case, the points are often high-dimensional. Since the point sets are large, we must exploit the fact that the matrix arises from a kernel function, and avoid forming the matrix, and thus ruling out most algebraic techniques. In particular, we seek methods that can scale linearly or nearly linearly with respect to the size of data for a fixed approximation rank. The main idea in this paper is to geometrically select appropriate subsets of points to construct a low rank approximation. An analysis in this paper guides how this selection should be performed.     

Lower and upper bounds of condition number for Vandermonde-wise matrices and method of fundamental solutions using pseudo radial-lines

Consider the method of fundamental solutions (MFS) for 2D Laplace's equation in a bounded simply connected domain $S$. In the standard MFS, the source nodes are located on a closed contour outside the domain boundary $\mathrm{\Gamma }(=\partial S)$, which is called pseudo-boundary. For circular, elliptic, and general closed pseudo-boundaries, analysis and computation have been studied extensively. New locations of source nodes are proposed along two pseudo radial-lines outside $\mathrm{\Gamma }$. Numerical results are very encouraging and promising. Since the success of the MFS mainly depends on stability, our efforts are focused on deriving the lower and upper bounds of condition number (Cond). The study finds stability properties of new Vandermonde-wise matrices on nodes $x_i\in [a,b]$ with . The Vandermonde-wise matrix is called in this article if it can be decomposed into the standard Vandermonde matrix. New lower and upper bounds of Cond are first derived for the standard Vandermonde matrix, and then for new algorithms of the MFS using two pseudo radial-lines. Both lower and upper bounds of Cond are intriguing in the stability study for the MFS. Numerical experiments are carried out to verify the stability analysis made. Since the fundamental solutions (as $\{\ln |\overline{{PQ}_i}|\}$) are the basis functions of the MFS, new Vandermonde-wise matrices are found. Since the nodes $x_i\in [a,b]$ with may come from approximations and interpolations by the Laurent polynomials with singular part, the conclusions in this article are important not only to the MFS but also to matrix analysis.     

Multi-view side information-incorporated tensor completion

Tensor completion originates in numerous applications where data utilized are of high dimensions and gathered from multiple sources or views. Existing methods merely incorporate the structure information, ignoring the fact that ubiquitous side information may be beneficial to estimate the missing entries from a partially observed tensor. Inspired by this, we formulate a sparse and low-rank tensor completion model named SLRMV. The ${\ell }_0$-norm instead of its relaxation is used in the objective function to constrain the sparseness of noise. The CP decomposition is used to decompose the high-quality tensor, based on which the combination of Schatten $p$-norm on each latent factor matrix is employed to characterize the low-rank tensor structure with high computation efficiency. Diverse similarity matrices for the same factor matrix are regarded as multi-view side information for guiding the tensor completion task. Although SLRMV is a nonconvex and discontinuous problem, the optimality analysis in terms of Karush-Kuhn-Tucker (KKT) conditions is accordingly proposed, based on which a hard-thresholding based alternating direction method of multipliers (HT-ADMM) is designed. Extensive experiments remarkably demonstrate the efficiency of SLRMV in tensor completion.     

A reduced basis approach to large‐scale pseudospectra computation

For studying spectral properties of a nonnormal matrix $A\in {\mathbb{C}}^{n\times n}$, information about its spectrum σ(A) alone is usually not enough. Effects of perturbations on σ(A) can be studied by computing ε‐pseudospectra, i.e. the level sets of the resolvent norm function $\mathsf{g}(z)=\Vert {(zI?A)}^{?1}{\Vert }_2$. The computation of ε‐pseudospectra requires determining the smallest singular values ${\sigma }_{\min }(zI?A)$ for all z on a portion of the complex plane. In this work, we propose a reduced basis approach to pseudospectra computation, which provides highly accurate estimates of pseudospectra in the region of interest, in particular, for pseudospectra estimates in isolated parts of the spectrum containing few eigenvalues of A. It incorporates the sampled singular vectors of zI ? A for different values of z, and implicitly exploits their smoothness properties. It provides rigorous upper and lower bounds for the pseudospectra in the region of interest. In addition, we propose a domain splitting technique for tackling numerically more challenging examples. We present a comparison of our algorithms to several existing approaches on a number of numerical examples, showing that our approach provides significant improvement in terms of computational time.     

Nonconvex optimization for third-order tensor completion under wavelet transform

The main aim of this paper is to develop a nonconvex optimization model for third-order tensor completion under wavelet transform. On the one hand, through wavelet transform of frontal slices, we divide a large tensor data into a main part tensor and three detail part tensors, and the elements of these four tensors are about a quarter of the original tensors. Solving these four small tensors can not only improve the operation efficiency, but also better restore the original tensor data. On the other hand, by using concave correction term, we are able to correct for low rank of tubal nuclear norm (TNN) data fidelity term and sparsity of $l_1$-norm data fidelity term. We prove that the proposed algorithm can converge to some critical point. Experimental results on image, magnetic resonance imaging and video inpainting tasks clearly demonstrate the superior performance and efficiency of our developed method over state-of-the-arts including the TNN and other methods.